Hey guys, finished a 12-month backtest on an ORB breakout strategy for MNQ at NY open, results are encouraging enough to keep going. Problem is I can't trade NY open live. When considering my private schedule I can only trade afternoon/close now.

Looking for something equivalent to ORB for that session. ORB gave me 1 clean opportunity per day on average. For afternoon I see a bunch of candidates (PDH/PDL, ONH/ONL, VWAP + bands, VAH/VAL) and don't want to end up testing 5-6 different setups I can't batch together properly.

Anyone found a single reference framework for 1:30-4pm ET that gives similar "one setup, decent daily frequency" structure to what ORB gives at the open? Trying not to fragment my sample across too many level types before I even have real data.

Good luck. I have no answers for you just some observations.
The number some used to look at is the order book for Market On Close. These days it is clear the options trading pushes things around. 0DTE's are just huge. Apparently some brokerages close those out at 3:30.

Interesting idea on your part, please keep us updated!

Here is Friday's RTH session with OR 1st 5min and 1st 30min dotted lines are their respective midpoints for 9:30-10:00am - as well the same for afternoon 2pm:2:30pm. Even though Friday was very volatile (when isn't NQ) I think it was also fairly typical as far as how the early OR scenarios go. Sometimes there is a break in both directions but mostly to one side or the other. But afternoons don't trade quite as cleanly direction-wise other than days where the RTH opening trend continues strongly into the close. But on days like that an afternoon OR really isn't necessary.

! MNQ ORB